Suppose you went long on the 2 year GS when the yield was 1.4% as at point A below. You bought one 2 year GS with a face value of $1000 and a coupon rate of 2%.You then sold it at point B, when the yield is 0.4%.Ignore any coupon payments since you only held the GS for a short period of time. Your rate of return is between:

FRED ~ - 2-Year Treasury Constant Maturity Rate 1.6 A = 1.4% 1.4 1.2 Percent 1.0 0.8 0.6 0.4 B = 0.4% 0.2 2020-01-13 2020-01-27 2020-02-10 2020-02-24 2020-03-09 2020-03-23 2010 Source: Board of Governors of the Federal Reserve System (US) fred.stlouisfed.org